Denmark's Crown Princess Mary has given birth to twins - a boy and a girl - the royal court announced today.

The palace said Mary became the proud mother of "two fine children" at the Rigshospitalet hospital in Copenhagen.

"Both mother and children are doing well," the court said.

The boy, weighing 2.7kg was the first to be born, while his sister, weighing 2.6kg, was delivered 26 minutes later.

The 38-year-old princess was admitted to hospital early this morning, accompanied by her husband, Crown Prince Frederik, who was present during the whole labour.

"It's a miracle," the smiling father told Danish broadcaster TV2 and other media at the hospital. "It's two small hearts to keep an eye on."

Tasmanian-born Mary married the Danish prince in 2004. The couple already have two children - five-year-old Christian and three-year-old Isabella.